Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47399.5 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46004.52 Kr¶

PnL: ---------------------------------------> -884.05 Kr¶

DD now: ---------------------------------> -2.53 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 10:26:41.944369'

Anic Portfolio¶

Today¶

Return: -0.074 %¶

This Week¶

Return: -1.072 %¶

Total¶

Return: 55.174 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.130000 2793.000000 157.000000 5.960000 2636.000010
HMS Networks 2 16.080000 802.800000 129.800000 19.290000 673.000000
FM Mattsson Mora Group B 50 0.170000 3015.000000 88.000000 3.010000 2927.000000
SAAB B 8 0.870000 3437.600000 60.600000 1.790000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Intrum 4 7.050000 567.600000 40.600000 7.700000 527.000000
Samhällsbyggnadsbo. i Norden B 20 0.820000 395.200000 40.200000 11.320000 355.000000
Corem Property Group B 59 -1.720000 606.520000 29.520000 5.120000 576.999999
AcadeMedia 12 -0.450000 582.960000 25.960000 4.660000 557.000004
Resurs Holding 22 -0.480000 599.060000 25.060000 4.370000 573.999998
Boozt 12 0.140000 1670.400000 16.400000 0.990000 1653.999996
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Norva24 Group 16 0.700000 550.080000 7.080000 1.300000 543.000000
OEM International B 7 -0.650000 534.100000 6.100000 1.160000 527.999997
Swedbank A 3 -1.760000 569.550000 5.550000 0.980000 564.000000
Securitas B 6 -0.600000 575.280000 5.280000 0.930000 570.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
Coor Service Management Hold. 8 -0.220000 534.000000 2.000000 0.380000 532.000000
Samhällsbyggnadsbo. i Norden D 12 0.100000 247.920000 1.920000 0.780000 246.000000
CTEK 13 -0.470000 526.630000 -7.370000 -1.380000 533.999999
Beijer Electronics Group 26 -5.790000 2958.800000 -12.200000 -0.410000 2971.000006
Handelsbanken A 5 -1.440000 532.000000 -14.000000 -2.560000 546.000000
Midsona B 63 1.010000 567.000000 -16.000000 -2.740000 582.999984
Nordea Bank Abp 29 -1.190000 3427.800000 -26.200000 -0.760000 3453.999992
Essity B 2 -2.320000 546.200000 -27.800000 -4.840000 574.000000
International Petroleum Corp. 5 -0.180000 551.500000 -43.070000 -7.240000 594.565215
Essity A 4 -1.970000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 0.770000 537.620000 -75.380000 -12.300000 612.999432
Sampo Oyj SDB 7 -1.100000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 0.960000 3668.000000 -143.000000 -3.750000 3810.999990
Axfood 13 -1.850000 3510.000000 -246.000000 -6.550000 3756.000001
OX2 18 0.380000 1408.500000 -255.500000 -15.350000 1663.999992
Ovzon 52 0.000000 2761.200000 -600.800000 -17.870000 3361.999992
TOTAL 46004.520000 -884.050000 -2.53011% 46888.564618

Updated:¶

'2023-01-26 10:26:54.981859'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶